3 problems

0 votes0 replies0 views
Strong convergence conjecture for coupled FBSVIE discretization
Strong error-rate conjecture. Under these assumptions, a strong error rate of order
Conjectureopennumerical-analysis stochastic-discretization stochastic-volterra-equationsarXiv posted 2 days ago
0 votes0 replies0 views
Asymptotic approximation conjecture for the rescaled stochastic integral
Asymptotic approximation conjecture. The sequence $\{\mathbf{I}_{3,2}^{(n)}\}_{n\geq 1}$ can be asymptotically approximated by the sequence…
Conjectureopenlevy-processes stochastic-processes stochastic-volterra-equationsarXiv posted 2 days ago
0 votes0 replies1 view
Generalization of the maximum principle method to multidimensional linear SDVIEs
Generalization conjecture. Such multi-dimensional linear SDVIEs should be treatable by the same maximum-principle method described above.
Conjectureopenmaximum-principle stochastic-control stochastic-volterra-equationsarXiv posted 2 days ago

Strong convergence conjecture for coupled FBSVIE discretization